A templated class for a finite distribution. More...

#include <FiniteDistribution.h>

Collaboration diagram for QUESO::FiniteDistribution:

Public Member Functions
Constructor/Destructor methods
	FiniteDistribution (const BaseEnvironment &env, const char *prefix, const std::vector< double > &inpWeights)
	Constructor. More...

virtual	~FiniteDistribution ()
	Virtual destructor. More...

Misc methods
const BaseEnvironment &	env () const
	Environment; access to protected attribute m_env. More...

Statistical methods
const std::vector< double > &	weights () const
	Weights. More...

unsigned int	sample () const
	Samples. More...

Protected Attributes
const BaseEnvironment &	m_env

std::string	m_prefix

std::vector< double >	m_weights

std::map< double, unsigned int >	m_map

Detailed Description

A templated class for a finite distribution.

Unordered, discrete distribution, whose weights must be nonnegative, and are treated as unnormalized probabilities.
TODO: Describe me better!

Definition at line 43 of file FiniteDistribution.h.

Constructor & Destructor Documentation

QUESO::FiniteDistribution::FiniteDistribution	(	const BaseEnvironment &	env,
		const char *	prefix,
		const std::vector< double > &	inpWeights
	)

Constructor.

Definition at line 30 of file FiniteDistribution.C.

References QUESO::BaseEnvironment::displayVerbosity(), m_env, m_map, m_prefix, m_weights, QUESO::BaseEnvironment::subDisplayFile(), UQ_FATAL_TEST_MACRO, and QUESO::BaseEnvironment::worldRank().

   :
   m_env    (env),
   m_prefix ((std::string)(prefix)+"fd_"),
   m_weights(inpWeights.size(),0.)
 {
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
     *m_env.subDisplayFile() << "Entering FiniteDistribution::constructor()"
                             << ": prefix = " << m_prefix
                             << ", inpWeights.size() = " << inpWeights.size()
                             << std::endl;
   }
 
   unsigned int numOfZeroWeights = 0;
   unsigned int numRareCases = 0;
   double sumCheck = 0.;
   unsigned int j = 0;
   m_map.empty(); // prudenci 2010-08-11
   for (unsigned int i = 0; i < inpWeights.size(); ++i) {
     double previousSum = sumCheck;
     sumCheck += inpWeights[i];
     if (sumCheck == previousSum) {
       numOfZeroWeights++;
     }
     else {
       if ((sumCheck - 1) > 1.e-8) {
         std::cerr << "In FiniteDistribution::constructor()"
                   << ": sumCheck - 1 = " << sumCheck - 1.
                   << std::endl;
       }
       UQ_FATAL_TEST_MACRO((sumCheck - 1) > 1.e-8,
                           m_env.worldRank(),
                           "FiniteDistribution::constructor()",
                           "weights sum is too bigger than 1.");
 
       if (sumCheck > 1.) sumCheck = 1.;
       m_weights[j] = inpWeights[i];
       std::pair<std::map<double,unsigned int>::iterator,bool> ret;
       ret = m_map.insert(std::map<double,unsigned int>::value_type(sumCheck,i));
       if (ret.second == true) {
         j++;
       }
       else {
         numRareCases++;
         if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 2)) {
            *m_env.subDisplayFile() << "In FiniteDistribution::constructor()"
                                    << ": WARNING, map insertion failed"
                                    << std::endl;
         }
       }
     }
   }
   m_weights.resize(j,0.);
 
   if ((1 - sumCheck) > 1.e-8) {
     std::cerr << "In FiniteDistribution::constructor()"
               << ": 1 - sumCheck = " << 1. - sumCheck
               << std::endl;
   }
   UQ_FATAL_TEST_MACRO((1 - sumCheck) > 1.e-8,
                       m_env.worldRank(),
                       "FiniteDistribution::constructor()",
                       "weights sum is too smaller than 1.");
 
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 3)) {
     *m_env.subDisplayFile() << "In FiniteDistribution::constructor()"
                             << ": inpWeights.size() = " << inpWeights.size()
                             << ", numOfZeroWeights = "  << numOfZeroWeights
                             << ", numRareCases = "      << numRareCases
                             << ", m_map.size() = "      << m_map.size()
                             << ", m_weights.size() = "  << m_weights.size()
                             << std::endl;
   }
 
   UQ_FATAL_TEST_MACRO((inpWeights.size() != (m_weights.size()+numOfZeroWeights+numRareCases)),
                       m_env.worldRank(),
                       "FiniteDistribution::constructor()",
                       "number of input weights was not conserved");
 
   UQ_FATAL_TEST_MACRO((m_map.size() != m_weights.size()),
                       m_env.worldRank(),
                       "FiniteDistribution::constructor()",
                       "map and inpWeights have different sizes");
 
   if ((m_env.subDisplayFile()) && (m_env.displayVerbosity() >= 5)) {
     *m_env.subDisplayFile() << "Leaving FiniteDistribution::constructor()"
                             << ": prefix = " << m_prefix
                             << std::endl;
   }
 }

QUESO::FiniteDistribution::~FiniteDistribution ( )

virtual

Virtual destructor.

Definition at line 125 of file FiniteDistribution.C.

References m_map, and m_weights.

 {
   m_map.empty();
   m_weights.clear();
 }

Member Function Documentation

const BaseEnvironment & QUESO::FiniteDistribution::env ( ) const

Environment; access to protected attribute m_env.

Definition at line 132 of file FiniteDistribution.C.

References m_env.

 {
   return m_env;
 }

unsigned int QUESO::FiniteDistribution::sample ( ) const

Samples.

Definition at line 144 of file FiniteDistribution.C.

References m_env, m_map, QUESO::BaseEnvironment::rngObject(), QUESO::RngBase::uniformSample(), UQ_FATAL_TEST_MACRO, and QUESO::BaseEnvironment::worldRank().

Referenced by QUESO::MLSampling< P_V, P_M >::sampleIndexes_proc0().

 {
   unsigned int result = 0;
 
   double aux = m_env.rngObject()->uniformSample();
   UQ_FATAL_TEST_MACRO((aux < 0) || (aux > 1.),
                       m_env.worldRank(),
                       "FiniteDistribution::sample()",
                       "invalid uniform");
 
   if (aux == 0.) {
     result = 0;
   }
   else if (aux == 1.) {
     result = m_map.find(aux)->second;
   }
   else {
     result = m_map.upper_bound(aux)->second;
     //if (m_map.upper_bound(aux)->second == 0) {
     //  result = 0;
     //}
     //else {
     //  result = m_map.upper_bound(aux)->second-1;
     //}
   }
 #if 0 // WE insert 'i' in map, not 'j'. So, the tests below don't make sense
   if (result >= m_map.size()) {
     std::cerr << "In FiniteDistribution::sample()"
               << ": aux = "          << aux
               << ", m_map.size() = " << m_map.size()
               << ", result = "       << result
               << std::endl;
   }
   UQ_FATAL_TEST_MACRO((result >= m_map.size()),
                       m_env.worldRank(),
                       "FiniteDistribution::sample()",
                       "invalid result");
 #endif
 
   return result;
 }